ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 02-Feb-2016

Day Change Summary
	Previous	Current
	01-Feb-2016	02-Feb-2016	Change	Change %	Previous Week
Open	120-215	120-155	-0-060	-0.2%	119-305
High	120-247	121-005	0-078	0.2%	120-232
Low	120-127	120-152	0-025	0.1%	119-275
Close	120-130	120-292	0-162	0.4%	120-215
Range	0-120	0-173	0-053	44.2%	0-277
ATR	0-123	0-128	0-005	4.2%	0-000
Volume	537,986	635,151	97,165	18.1%	3,172,582

Daily Pivots for day following 02-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-135	122-067	121-067
R3	121-282	121-214	121-020
R2	121-109	121-109	121-004
R1	121-041	121-041	120-308	121-075
PP	120-256	120-256	120-256	120-274
S1	120-188	120-188	120-276	120-222
S2	120-083	120-083	120-260
S3	119-230	120-015	120-244
S4	119-057	119-162	120-197

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-005	122-227	121-047
R3	122-048	121-270	120-291
R2	121-091	121-091	120-266
R1	120-313	120-313	120-240	121-042
PP	120-134	120-134	120-134	120-158
S1	120-036	120-036	120-190	120-085
S2	119-177	119-177	120-164
S3	118-220	119-079	120-139
S4	117-263	118-122	120-063

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-005	119-275	1-050	1.0%	0-134	0.3%	91%	True	False	677,693
10	121-005	119-265	1-060	1.0%	0-128	0.3%	91%	True	False	664,799
20	121-005	118-122	2-203	2.2%	0-136	0.4%	96%	True	False	710,634
40	121-005	118-017	2-308	2.5%	0-121	0.3%	97%	True	False	600,247
60	121-005	117-302	3-023	2.5%	0-113	0.3%	97%	True	False	512,985
80	121-005	117-302	3-023	2.5%	0-104	0.3%	97%	True	False	385,143
100	121-005	117-302	3-023	2.5%	0-087	0.2%	97%	True	False	308,115
120	121-005	117-302	3-023	2.5%	0-073	0.2%	97%	True	False	256,762

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	123-100
2.618	122-138
1.618	121-285
1.000	121-178
0.618	121-112
HIGH	121-005
0.618	120-259
0.500	120-238
0.382	120-218
LOW	120-152
0.618	120-045
1.000	119-299
1.618	119-192
2.618	119-019
4.250	118-057

Fisher Pivots for day following 02-Feb-2016
Pivot	1 day	3 day
R1	120-274	120-264
PP	120-256	120-236
S1	120-238	120-208

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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